I think you are reading into it.
Why did Zola need to create a perfect counter point to someone who was only viewed as a stage performer...who never actually went into action. Cap saving Bucky was his first time in action.
That would be like North Korea coming up with someone to defend them against Rambo

It's more likely he would have been experimenting on him just to be experimenting on him cuz, I mean, what else is an amoral super scientist to do with POWs?

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"Great, now I have to take over a whole planet because of your stupid boobs."